P-order Statistics From The Regression Model Based On Empirical Likelihood Diagnosis

Nowadays, auto-regression time series model is widely used in finance modeling and econometrics, and the statistical analysis for auto-regression time series model has became one of the most important research fields in statistics. This paper is based on empirical likelihood for auto regression model for statistical diagnosis. To the most, the estimating equations of auto regression model are given and the generalized estimating equation estimators of the parameters are obtained; then, based on empirical likelihood method, the empirical cook distance, empirical likelihood distance and two methods of influence measures are studied, Finally, stochastic simulation and data analysis are given to illustrate the validity.